Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493290.8991 | 1363462.3421 | 129828.557 | 19910527.7519 | 17793441.9342 | 2117085.8176 |
Total P&L (%) | 1493.2909 | 1363.4623 | 129.8286 | 19910.5278 | 17793.4419 | 2117.0858 |
Avg Daily Profit (%) | 0.82 | 0.7487 | 0.0713 | 0.2914 | 0.2853 | 0.1703 |
Buy And Hold Return (%) | 629.4708 | 629.4708 | 629.4708 | 629.4708 | 629.4708 | 629.4708 |
Max Trade Drawdown | -66339 | -57131 | -49151 | -24877307 | -18445931 | -15386673 |
Profit Factor | 3.6146 | 6.5829 | 1.3971 | 1.2395 | 1.4838 | 1.0457 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 36.036 | 34.5455 | 37.5 | 36.036 | 34.5455 | 37.5 |
Ratio Avg Win / Avg Loss | 6.416 | 12.4729 | 2.3286 | 2.2001 | 2.8114 | 1.7428 |
Largest Winning Trade | 761946 | 761946 | 74096 | 17007997 | 17007997 | 12810408 |
Largest Losing Trade | -30457 | -20738 | -30457 | -8553585 | -4745377 | -8553585 |
Avg Bars in Trades | 48 | 45 | 50 | 48 | 45 | 50 |
Avg Bars in Winners | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 5337 | 2494 | 2843 | 5337 | 2494 | 2843 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375120 | -170869 | -446929 | 162319 | -175258 | -349372 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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